NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.81 |
116.60 |
0.79 |
0.7% |
114.92 |
| High |
117.20 |
118.90 |
1.70 |
1.5% |
122.87 |
| Low |
114.82 |
113.60 |
-1.22 |
-1.1% |
112.50 |
| Close |
116.31 |
117.14 |
0.83 |
0.7% |
115.70 |
| Range |
2.38 |
5.30 |
2.92 |
122.7% |
10.37 |
| ATR |
4.55 |
4.60 |
0.05 |
1.2% |
0.00 |
| Volume |
44,438 |
16,446 |
-27,992 |
-63.0% |
208,419 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.45 |
130.09 |
120.06 |
|
| R3 |
127.15 |
124.79 |
118.60 |
|
| R2 |
121.85 |
121.85 |
118.11 |
|
| R1 |
119.49 |
119.49 |
117.63 |
120.67 |
| PP |
116.55 |
116.55 |
116.55 |
117.14 |
| S1 |
114.19 |
114.19 |
116.65 |
115.37 |
| S2 |
111.25 |
111.25 |
116.17 |
|
| S3 |
105.95 |
108.89 |
115.68 |
|
| S4 |
100.65 |
103.59 |
114.23 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.13 |
142.29 |
121.40 |
|
| R3 |
137.76 |
131.92 |
118.55 |
|
| R2 |
127.39 |
127.39 |
117.60 |
|
| R1 |
121.55 |
121.55 |
116.65 |
124.47 |
| PP |
117.02 |
117.02 |
117.02 |
118.49 |
| S1 |
111.18 |
111.18 |
114.75 |
114.10 |
| S2 |
106.65 |
106.65 |
113.80 |
|
| S3 |
96.28 |
100.81 |
112.85 |
|
| S4 |
85.91 |
90.44 |
110.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.87 |
113.53 |
9.34 |
8.0% |
5.18 |
4.4% |
39% |
False |
False |
40,809 |
| 10 |
122.87 |
112.37 |
10.50 |
9.0% |
4.59 |
3.9% |
45% |
False |
False |
40,213 |
| 20 |
129.58 |
112.37 |
17.21 |
14.7% |
4.56 |
3.9% |
28% |
False |
False |
46,367 |
| 40 |
148.60 |
112.37 |
36.23 |
30.9% |
4.61 |
3.9% |
13% |
False |
False |
42,925 |
| 60 |
148.60 |
112.37 |
36.23 |
30.9% |
4.71 |
4.0% |
13% |
False |
False |
41,403 |
| 80 |
148.60 |
112.37 |
36.23 |
30.9% |
4.50 |
3.8% |
13% |
False |
False |
41,056 |
| 100 |
148.60 |
103.65 |
44.95 |
38.4% |
4.16 |
3.6% |
30% |
False |
False |
36,940 |
| 120 |
148.60 |
95.83 |
52.77 |
45.0% |
3.99 |
3.4% |
40% |
False |
False |
34,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.43 |
|
2.618 |
132.78 |
|
1.618 |
127.48 |
|
1.000 |
124.20 |
|
0.618 |
122.18 |
|
HIGH |
118.90 |
|
0.618 |
116.88 |
|
0.500 |
116.25 |
|
0.382 |
115.62 |
|
LOW |
113.60 |
|
0.618 |
110.32 |
|
1.000 |
108.30 |
|
1.618 |
105.02 |
|
2.618 |
99.72 |
|
4.250 |
91.08 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.84 |
118.19 |
| PP |
116.55 |
117.84 |
| S1 |
116.25 |
117.49 |
|